-3.8%
TRI vs GGLL
+328.4%
-332.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -7.1% | +1.9% | -9.0% | -7.2% |
| 30D | -2.3% | -9.7% | +7.4% | -1.5% |
| 3M | +19.6% | -18.0% | +37.6% | +21.2% |
| 6M | -8.7% | +15.3% | -24.0% | -10.3% |
| YTD | -22.3% | +2.2% | -24.5% | -22.9% |
| 1Y | -40.7% | +73.1% | -113.8% | -44.2% |
| 3Y | -17.8% | +242.7% | -260.5% | -31.5% |
| All | -3.8% | +328.4% | -332.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling